The goal of this research was to find out what the relationships are between social anxiety, on the one hand, and personality traits, styles, disorders, and coping styles, on the other. Participants were university students who responded to four self-report instruments measuring social phobia/anxiety, a further two instruments assessing personality styles/disorders, another assessing personality traits, and, finally, one assessing coping styles. Results showed that social anxiety is positively and significantly related to avoidant, dependent, and depressive personality styles/disorders and, to a lesser extent, to schizoid, schizotypal, and passive-aggressive personality styles/disorders. There is also a negative relationship with histrionic personality style/disorder. In the case of the big five, social anxiety is positively related to neuroticism and negatively related to extraversion. Finally, social anxiety is positively related to the avoidant coping style and negatively related to the assertive and aggressive coping styles. Results also show which dimensions of social phobia/anxiety are most highly related to personality and coping variables. These data are interesting and show the importance of taking into account the different dimensions of social anxiety and not only the social anxiety global score.